There is no Indian Consulate in New Mexico!
Since New Mexico comes under the jurisdiction of Consulate at Houston, the nearest Indian Consulate you should visit is located at Houston at the below address
Houston Consulate Address
Consulate General of India,
4300 Scotland street,
Houston TX 77007
Helpline Tel: 713-626-2148
See more about Houston Consulate at here – http://passportindiaguide.com/indian-consulate-in-houston/